+2,440.2%
SWKS vs SCCO
+30,391.1%
-27,950.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.2% | -4.5% | -1.2% |
| 7D | -2.7% | -0.9% | -1.9% | -2.6% |
| 30D | +8.5% | -15.0% | +23.5% | +14.7% |
| 3M | +17.3% | -9.1% | +26.4% | +19.8% |
| 6M | +25.1% | -0.9% | +26.0% | +22.9% |
| YTD | +33.3% | +29.7% | +3.7% | +14.2% |
| 1Y | +22.9% | +38.2% | -15.3% | +2.6% |
| 3Y | +5.5% | +191.5% | -185.9% | -35.7% |
| 5Y | -41.9% | +281.7% | -323.6% | -68.9% |
| 10Y | +32.4% | +830.3% | -797.9% | -51.0% |
| All | +2,440.2% | +30,391.1% | -27,950.9% | +233.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SCCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling